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  1. EXPLORE OUR DATA
  2. Data dictionary
  3. Data Feeds
  4. Level 1 & Level 2 Data

Level 1 Aggregations

PreviousLevel 1 & Level 2 DataNextLevel 1 Tick-level

Last updated 2 months ago

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OHLCV

OHLCV is an aggregated form of market data that stands for Open, High, Low, Close, and Volume

  • Historical data: 72 hours on replay

  • Live data: Yes

  • Granularity: 1s

  • Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.

  • Docs:

VWAP

VWAP, or Volume Weighted Average Price, is the average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts.

  • Historical data: 72 hours on replay

  • Live data: Yes

  • Granularity: 1-second, 1-minute, 1-hour

  • Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.

  • Methodology: Proposal/Not based on an official paper, but it depicts on how we are doing. VWAP formula: ∑(Price * Volume) / ∑Volume.

  • Docs:

OHLCV

OHLCV is an aggregated form of market data that stands for Open, High, Low, Close, and Volume.

  • Historical data: Since 2010

  • Live data: Yes

  • Granularity: Time periods between 1-second and 1-day

  • Coverage: See Spot markets - centralized, Spot markets - decentralized, andDerivatives markets - centralized.

  • Docs:

VWAP

VWAP, or Volume Weighted Average Price, is the average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts.

  • Historical data: Since 2010

  • Live data: Yes

  • Granularity: Time periods between 1-minute and 1-day

    • Monthly-based: 1-minute, 5-minute, 10-minute, 15-minute, 30-minute

    • Yearly-based: 1-hour, 4-hour, 1-day

  • Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.

  • Methodology: Proposal/Not based on an official paper, but it depicts on how we are doing. VWAP formula: ∑(Price * Volume) / ∑Volume.

  • Docs:

Trade Count

Trade Count is the number of trades that occurred over a period of time.

  • Historical data: 1-month rolling

  • Live data: Yes

  • Granularity: Time periods between 1-second and 1-day

  • Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.

OHLCV

OHLCV is an aggregated form of market data that stands for Open, High, Low, Close, and Volume.

  • Historical data: Since 2010

  • Live data: No

  • Granularity: Time periods between 1-second and 1-day

  • Coverage: See Spot markets - centralized

  • Docs:

VWAP

VWAP, or Volume Weighted Average Price, is the average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts.

  • Historical data: Since 2010

  • Live data: No

  • Granularity: Time periods between 1-second and 1-day

  • Coverage: See Spot markets - centralized

  • Docs:

OHLCV

  • Historical data: Since 2010

  • Live data: No

  • Granularity: Time periods between 1-minute and 1-day

    • Monthly-based: 1-minute, 5-minute, 10-minute, 15-minute, 30-minute

    • Yearly-based: 1-hour, 4-hour, 1-day

  • Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.

VWAP

  • Historical data: Since 2010

  • Live data: No

  • Granularity: Time periods between 1-minute and 1-day

    • Monthly-based: 1-minute, 5-minute, 10-minute, 15-minute, 30-minute

    • Yearly-based: 1-hour, 4-hour, 1-day

  • Coverage: See Spot markets - centralized

  • Methodology: Proposal/Not based on an official paper, but it depicts on how we are doing. VWAP formula: ∑(Price * Volume) / ∑Volume.

Docs:

Docs:

Docs:

Trade Count, OHLCV, & VWAP
OHLCV only
VWAP only
OHLCV Only
VWAP Only
OHLCV
VWAP